Construction and interpretation of model-free implied volatility
Year of publication: |
2007
|
---|---|
Authors: | Andersen, Torben ; Bondarenko, Oleg |
Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model |
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